更新時間: 2019年2月15日 PM 9:37:34
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/12/18 27.170% 25504.20 18.490% 19.001% +8.169% 19.001% +8.169%
31/12/18 25.030% 25845.70 18.819% 18.870% +6.160% 23.520% +1.510%
02/01/19 26.930% 25130.35 20.916% 19.164% +7.766% 23.571% +3.359%
03/01/19 25.170% 25064.36 19.238% 19.252% +5.918% 23.521% +1.649%
04/01/19 22.960% 25626.03 21.282% 19.749% +3.211% 23.966% -1.006%
07/01/19 22.180% 25835.70 20.636% 20.178% +2.002% 23.990% -1.810%
08/01/19 21.110% 25875.45 18.595% 20.134% +0.976% 23.772% -2.662%
09/01/19 20.430% 26462.32 20.106% 19.972% +0.458% 23.416% -2.986%
10/01/19 20.440% 26521.43 19.617% 20.047% +0.393% 23.340% -2.900%
11/01/19 19.640% 26667.27 19.662% 19.723% -0.083% 22.801% -3.161%
14/01/19 20.260% 26298.33 19.584% 19.513% +0.747% 22.077% -1.817%
15/01/19 19.480% 26830.29 20.346% 19.863% -0.383% 22.310% -2.830%
16/01/19 19.200% 26902.10 19.499% 19.742% -0.542% 22.012% -2.812%
17/01/19 19.300% 26755.63 19.649% 19.748% -0.448% 21.857% -2.557%
18/01/19 18.630% 27090.81 19.617% 19.739% -1.109% 21.685% -3.055%
21/01/19 19.130% 27196.54 19.608% 19.744% -0.614% 21.203% -2.073%
22/01/19 19.570% 27005.45 19.672% 19.609% -0.039% 20.897% -1.327%
23/01/19 18.800% 27008.20 19.592% 19.628% -0.828% 20.756% -1.956%
24/01/19 18.250% 27120.98 19.577% 19.613% -1.363% 20.580% -2.330%
25/01/19 17.770% 27569.19 20.000% 19.690% -1.920% 20.498% -2.728%
28/01/19 18.590% 27576.96 20.009% 19.770% -1.180% 20.095% -1.505%
29/01/19 18.500% 27531.68 19.395% 19.715% -1.215% 19.877% -1.377%
30/01/19 18.450% 27642.85 17.098% 19.216% -0.766% 19.216% -0.766%
31/01/19 18.010% 27942.47 17.199% 18.740% -0.730% 22.896% -4.886%
01/02/19 18.240% 27930.74 14.690% 17.678% +0.562% 21.454% -3.214%
04/02/19 18.580% 27990.21 14.255% 16.528% +2.052% 19.650% -1.070%
08/02/19 18.310% 27946.32 14.369% 15.522% +2.788% 17.945% +0.365%
11/02/19 17.660% 28143.84 12.144% 14.532% +3.128% 16.441% +1.219%
12/02/19 17.110% 28171.33 12.163% 13.524% +3.586% 15.191% +1.919%
13/02/19 17.100% 28497.59 12.443% 13.075% +4.025% 14.578% +2.522%
14/02/19 17.000% 28432.05 11.568% 12.537% +4.463% 13.876% +3.124%
15/02/19 18.130% 27900.84 11.872% 12.038% +6.092% 13.225% +4.905%